Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-11-16 0.333674 0.365945 0.401449 0.443687 0.492939 0.549017 0.618373
2025-11-23 0.300581 0.343102 0.392876 0.456342 0.536472 0.636234 0.773137
2025-11-30 0.273143 0.320737 0.378998 0.457253 0.562411 0.703337 0.915193
2025-12-07 0.250926 0.301103 0.364696 0.453741 0.579737 0.759675 1.053625
2025-12-14 0.232376 0.283694 0.350578 0.447500 0.590784 0.807192 1.188962
2025-12-21 0.215716 0.266985 0.335320 0.437158 0.593334 0.840896 1.309020
2025-12-28 0.207648 0.260893 0.333645 0.445554 0.624608 0.925289 1.545441
2026-01-04 0.202113 0.257651 0.335395 0.458800 0.664967 1.032915 1.869015
2026-01-11 0.192292 0.247590 0.326306 0.454055 0.674225 1.085363 2.093242
2026-01-18 0.186497 0.242819 0.324518 0.460500 0.703505 1.182575 2.474923
2026-01-25 0.175417 0.229676 0.309136 0.443114 0.687091 1.182189 2.590940
2026-02-01 0.165091 0.217125 0.293912 0.424740 0.666669 1.169503 2.666843
2026-02-08 0.159375 0.211314 0.289032 0.424006 0.680833 1.239440 3.059214
2026-02-15 0.156995 0.210334 0.291591 0.436293 0.722324 1.384611 3.846996
2026-02-22 0.152430 0.205755 0.288054 0.437335 0.740968 1.478904 4.541531
2026-03-01 0.147375 0.200154 0.282485 0.434125 0.750069 1.550790 5.228416
2026-03-08 0.142197 0.194115 0.275834 0.428313 0.752642 1.605486 5.910623
2026-03-15 0.136660 0.187277 0.267489 0.418635 0.745271 1.629285 6.452435
2026-03-22 0.134651 0.185926 0.268273 0.426507 0.779584 1.793900 8.375196
2026-03-29 0.133507 0.185885 0.271250 0.438911 0.826925 2.023209 11.805238
2026-04-05 0.129653 0.181283 0.266065 0.434470 0.831738 2.104316 14.072132
2026-04-12 0.127682 0.179668 0.266013 0.440503 0.864508 2.308155 19.739551
2026-04-19 0.122392 0.172399 0.255607 0.424224 0.835931 2.251926 20.138776